Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47418.46 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46020.47 Kr¶

PnL: ---------------------------------------> -868.1 Kr¶

DD now: ---------------------------------> -2.491 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 10:52:53.855498'

Anic Portfolio¶

This Week¶

Return: -1.045 %¶

Total¶

Return: 55.216 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.640000 3130.000000 203.000000 6.940000 2927.000000
HEBA B 70 -0.130000 2768.500000 132.500000 5.030000 2636.000010
HMS Networks 2 -1.370000 780.000000 107.000000 15.900000 673.000000
SAAB B 8 0.000000 3443.200000 66.200000 1.960000 3377.000000
Nordea Bank Abp 29 0.550000 3502.620000 48.620000 1.410000 3453.999992
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.770000 392.800000 37.800000 10.650000 355.000000
Intrum 4 2.610000 559.000000 32.000000 6.070000 527.000000
Resurs Holding 22 1.190000 600.820000 26.820000 4.670000 573.999998
Corem Property Group B 59 0.690000 602.980000 25.980000 4.500000 576.999999
Boozt 12 0.360000 1677.600000 23.600000 1.430000 1653.999996
OEM International B 7 -0.260000 544.600000 16.600000 3.140000 527.999997
Norva24 Group 16 0.870000 558.720000 15.720000 2.900000 543.000000
AcadeMedia 12 -1.080000 572.400000 15.400000 2.760000 557.000004
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Swedbank A 3 0.570000 579.150000 15.150000 2.690000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Securitas B 6 1.120000 582.600000 12.600000 2.210000 570.000000
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 1.650000 250.800000 4.800000 1.950000 246.000000
Coor Service Management Hold. 8 0.070000 536.000000 4.000000 0.750000 532.000000
Handelsbanken A 5 0.050000 540.250000 -5.750000 -1.050000 546.000000
Midsona B 63 0.220000 569.520000 -13.480000 -2.310000 582.999984
International Petroleum Corp. 5 4.170000 575.000000 -19.570000 -3.290000 594.565215
Essity B 2 0.040000 549.400000 -24.600000 -4.290000 574.000000
CTEK 13 -4.260000 508.040000 -25.960000 -4.860000 533.999999
Essity A 4 0.360000 1102.000000 -47.000000 -4.090000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -1.670000 2756.000000 -215.000000 -7.240000 2971.000006
OX2 18 0.380000 1423.800000 -240.200000 -14.440000 1663.999992
Axfood 13 0.110000 3472.300000 -283.700000 -7.550000 3756.000001
Ovzon 52 0.190000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46014.300000 -874.270000 -2.50381% 46888.564618

Updated:¶

'2023-01-27 10:51:51.296874'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶